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Fluctuation Theory for the Ehrenfest Urn
N. H. Bingham
Advances in Applied Probability
Vol. 23, No. 3 (Sep., 1991), pp. 598-611
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/1427624
Page Count: 14
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The Ehrenfest urn model with d balls, or alternatively random walk on the unit cube in d dimensions, is considered in discrete and continuous time, together with related models. Attention is focused on the fluctuation theory of the model--behaviour on unusual states--and in particular on first passage to the opposite vertex. Applications to statistical mechanics, reliability theory and genetics are surveyed, and some new results are obtained.
Advances in Applied Probability © 1991 Applied Probability Trust